They knew.
No idea what the story is on BATF. Perhaps they were jumpy on the Waco anniversary (more so than the other federal workers) as they were close to the action.
All I know is that there were *many* DEA agents, Secret Service Agents, DoD employees, and military personnel killed (not to mention HUD, Social Security, and Ag Dept.)
So if there was a conspiracy, the vast majority of the federal agents at Murrah did not get the memo.